+76.9%
DE vs AS
+134.9%
-57.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -0.6% | +6.9% | -7.5% | -1.5% |
| 30D | +2.3% | +16.0% | -13.7% | +0.1% |
| 3M | +9.5% | -12.8% | +22.4% | +11.5% |
| 6M | +14.1% | -15.4% | +29.5% | +16.4% |
| YTD | +45.4% | -15.7% | +61.2% | +47.7% |
| 1Y | +42.9% | +6.1% | +36.8% | +39.7% |
| All | +76.9% | +134.9% | -57.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling